+41.9%
XLP vs XOP
+25.8%
+16.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +0.7% | -14.7% | +15.5% | +1.3% |
| 30D | +10.3% | -7.7% | +17.9% | +10.4% |
| 3M | +6.5% | +4.4% | +2.1% | +6.1% |
| 6M | +8.4% | +3.5% | +4.8% | +7.9% |
| YTD | +18.2% | +39.4% | -21.2% | +14.7% |
| 1Y | +22.4% | +39.8% | -17.4% | +18.8% |
| 3Y | +41.9% | +29.7% | +12.2% | +36.8% |
| All | +41.9% | +25.8% | +16.1% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XOP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling